Simultaneous statistical inference in dynamic factor models (Q5280122)
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scientific article; zbMATH DE number 6750417
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| English | Simultaneous statistical inference in dynamic factor models |
scientific article; zbMATH DE number 6750417 |
Statements
Simultaneous Statistical Inference in Dynamic Factor Models (English)
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20 July 2017
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empirical Fourier transform
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false discovery rate
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family-wise error rate
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likelihood ratio statistic
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multiple hypothesis testing
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multivariate chi-square distribution
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resampling
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time series regression
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Wald statistic
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0.920348048210144
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0.7880645394325256
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0.7672813534736633
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0.763209342956543
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